Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.49 +0.49%
9/2 10:55

Option Volume

Detail
Current (09/02 10:55am) 3,110,935
Calls: 1,513,835 (49%)
Puts: 1,597,100 (51%)
Prior (08/31) 2,788,454
Calls: 1,164,717 (42%)
Puts: 1,623,737 (58%)
Current vs Prior +11.56%
Calls: +29.97% (Calls)
Puts: -1.64% (Puts)
Prior 7-Day Total 67,158,206
Calls: 31,942,135 (48%)
Puts: 35,216,071 (52%)
Prior 7-Day Average 9,594,029
Calls: 4,563,162 (48%)
Puts: 5,030,867 (52%)
Current vs Prior 7-Day Avg -67.57%
Calls: -66.82%
Puts: -68.25%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 10:55am) $530.48M
Calls: $353.71M (67%)
Puts: $176.77M (33%)
Prior (08/31) $346.06M
Calls: $145.23M (42%)
Puts: $200.83M (58%)
Current vs Prior +53.29%
Calls: +143.56%
Puts: -11.98%
Prior 7-Day Total $7.34B
Calls: $3.84B (52%)
Puts: $3.50B (48%)
Prior 7-Day Average $1.05B
Calls: $548.01M (52%)
Puts: $500.64M (48%)
Current vs Prior 7-Day Avg -49.41%
Calls: -35.46%
Puts: -64.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:55am) 1.05
Prior (08/31) 1.39
Current vs Prior -24.32%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -4.79%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 10:55am) 9,677,902
Calls: 2,556,486 (26%)
Puts: 7,121,416 (74%)
Prior (08/31) 8,682,899
Calls: 2,399,016 (28%)
Puts: 6,283,883 (72%)
Current vs Prior +11.46%
Prior 7-Day Total 61,381,828
Calls: 16,772,494 (27%)
Puts: 44,609,334 (73%)
Prior 7-Day Average 8,768,832
Calls: 2,396,070 (27%)
Puts: 6,372,762 (73%)
Current vs Prior 7-Day Avg +10.37%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/02) | Next (09/03)Expiry (09/02) | Next (09/04)Expiry (09/04) | Next (09/11)Expiry (09/15) | Next (10/16)
Current 0.37% | 0.65%0.37% | 0.87%0.87% | 1.50%1.97% | 3.69%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -39.39% | -22.96%-39.39% | -19.24%-19.24% | -12.71%-10.53% | -4.74%
Prior 7-Day Avg 0.53% | 0.76%0.38% | 0.84%0.86% | 1.54%2.45% | 3.93%
Current vs 7-Day Avg -30.14% | -14.16%-3.79% | +3.67%+0.15% | -2.76%-19.63% | -6.07%
Prior 7-Day Eod 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs 7-Day Eod -39.39% | -22.96%-39.39% | -19.24%-19.24% | -12.71%-10.53% | -4.74%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.70% | 0.61%
Calls: 0.70% | 0.39%
Puts: 0.71% | 0.83%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -34.58% | +1.67%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -55.90% | -52.08%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($353.71M). Elevated premium activity with dollar volume up 53% vs prior. Slightly bearish P/C ratio of 1.05. P/C ratio dropping 24% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:55BULLISHNEUTRALMIXED
10:50BULLISHNEUTRALMIXED
10:45BULLISHNEUTRALBULLISH
10:40BULLISHNEUTRALMIXED
10:35BULLISHNEUTRALMIXED
10:30BULLISHNEUTRALBULLISH
10:25BULLISHNEUTRALBULLISH
10:20BULLISHNEUTRALBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHNEUTRALBULLISH
10:05BULLISHNEUTRALBULLISH
10:00BULLISHNEUTRALMIXED
09:55BULLISHNEUTRALMIXED
09:50BULLISHNEUTRALMIXED
09:45BULLISHNEUTRALMIXED
09:40BULLISHBEARISHBEARISH
09:35BULLISHBEARISHBEARISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 2,396 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.41140.53$140.470.1%21.0022
$625.00Sep 3140.48140.61$140.550.1%241.0022
$620.00Sep 4145.75145.89$145.820.1%--1.0023
$625.00Sep 4140.75140.89$140.820.1%241.005
$635.00Sep 3130.48130.61$130.550.1%81.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.47129.59$129.530.1%41.00--
$845.00Sep 279.4779.59$79.530.2%101.00--
$766.00Sep 188.148.16$8.150.2%2240.522.6K
$740.00Sep 304.004.01$4.010.2%6930.2220.0K
$765.00Sep 93.883.89$3.890.3%4030.48779

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 747 found (avg $0.36, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 20.060.07$0.0714.3%54.6K0.059.8K
$769.00Sep 20.120.13$0.137.7%68.2K0.107.6K
$768.00Sep 20.250.26$0.263.8%80.1K0.175.3K
$767.00Sep 20.490.50$0.502.0%127.7K0.287.9K
$775.00Sep 30.050.06$0.0616.7%7870.035.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Sep 20.190.20$0.205.0%101.5K0.126.3K
$762.00Sep 20.280.29$0.293.4%152.0K0.165.0K
$760.00Sep 20.140.15$0.156.7%90.5K0.087.8K
$763.00Sep 20.410.42$0.422.4%126.2K0.232.8K
$759.00Sep 20.100.11$0.119.1%64.1K0.0610.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,125 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.41140.53$140.470.1%21.0022
$685.00Sep 280.4180.53$80.470.1%101.00210
$690.00Sep 275.4175.51$75.460.1%61.00--
$695.00Sep 270.4170.53$70.470.2%61.00--
$700.00Sep 265.4165.53$65.470.2%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Sep 310.4610.61$10.541.4%2071.002
$777.00Sep 311.4611.60$11.531.2%2641.00--
$778.00Sep 312.4612.60$12.531.1%441.001
$779.00Sep 313.4613.60$13.531.0%321.00--
$780.00Sep 314.4614.60$14.531.0%261.002

Most actively traded options today. High liquidity = easy entry/exit. 2,077 active (total vol 3.1M, top 192.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 21.411.42$1.420.7%192.8K0.5512.3K
$764.00Sep 22.102.11$2.110.5%163.1K0.687.1K
$766.00Sep 20.870.88$0.881.1%158.3K0.417.1K
$767.00Sep 20.490.50$0.502.0%127.7K0.287.9K
$763.00Sep 22.882.90$2.890.7%127.5K0.775.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.280.29$0.293.4%152.0K0.165.0K
$765.00Sep 20.940.95$0.951.1%135.7K0.454.0K
$763.00Sep 20.410.42$0.422.4%126.2K0.232.8K
$764.00Sep 20.620.63$0.631.6%107.5K0.322.9K
$761.00Sep 20.190.20$0.205.0%101.5K0.126.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 33.4%, max 52.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1618.1%11.9%52.3%70.5K7.8K
$763.00Sep 2Oct 1617.0%11.7%45.1%127.9K6.6K
$764.00Sep 2Oct 1616.1%11.6%39.1%163.2K8.3K
$765.00Sep 2Oct 1615.4%11.5%34.0%193.1K18.0K
$766.00Sep 2Oct 1615.0%11.4%32.0%158.4K12.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1618.1%11.9%52.3%152.2K6.2K
$763.00Sep 2Oct 1617.0%11.7%45.1%126.7K4.3K
$764.00Sep 2Oct 1616.1%11.6%39.1%107.6K4.0K
$765.00Sep 2Oct 1615.4%11.5%34.0%136.8K14.2K
$766.00Sep 2Oct 1615.0%11.4%32.0%41.8K11.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 783 found (best R:R 0.88, avg 4.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$739.00Sep 18$0.28$0.72$0.2886%2.57$738.28
$736.00$737.00Oct 16$0.20$0.80$0.2078%4.00$736.20
$728.00$729.00Sep 30$0.31$0.69$0.3188%2.23$728.31
$732.00$733.00Oct 16$0.24$0.76$0.2480%3.17$732.24
$734.00$735.00Oct 16$0.24$0.76$0.2479%3.17$734.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$795.00$791.00Oct 16$2.13$1.87$2.1383%0.88$792.87
$789.00$787.00Oct 16$0.87$1.13$0.8777%1.30$788.13
$786.00$785.00Sep 25$0.21$0.79$0.2185%3.76$785.79
$790.00$788.00Sep 25$1.15$0.85$1.1590%0.74$788.85
$785.00$775.00Oct 9$6.49$3.51$6.4976%0.54$778.51

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 598 found (best R:R 0.69, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 15$2.04$2.04$2.9661%0.69$772.04
$770.00$775.00Sep 14$1.96$1.96$3.0462%0.64$771.96
$770.00$775.00Sep 16$2.14$2.14$2.8660%0.75$772.14
$775.00$780.00Sep 16$1.42$1.42$3.5871%0.40$776.42
$775.00$780.00Sep 15$1.25$1.25$3.7574%0.33$776.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$759.00$758.00Sep 3$0.11$0.11$0.8984%0.12$758.89
$759.00$758.00Sep 4$0.16$0.16$0.8478%0.19$758.84
$757.00$756.00Sep 4$0.11$0.11$0.8984%0.12$756.89
$758.00$757.00Sep 4$0.13$0.13$0.8781%0.15$757.87
$760.00$759.00Sep 3$0.13$0.13$0.8780%0.15$759.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.06, cheapest $0.98)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.0616.1%12.8%
$765.00Sep 2Sep 3$1.1315.4%12.5%
$766.00Sep 2Sep 3$1.1115.0%12.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$0.9816.1%12.8%
$765.00Sep 2Sep 3$1.0415.4%12.5%
$766.00Sep 2Sep 3$1.0215.0%12.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 956 found (cheapest 0.30% of stock, avg 3.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$0.88$1.40$2.28$763.72$768.280.30%
$765.00Sep 2$1.42$0.95$2.37$762.63$767.370.31%
$767.00Sep 2$0.50$2.01$2.51$764.49$769.510.33%
$764.00Sep 2$2.11$0.63$2.74$761.26$766.740.36%
$768.00Sep 2$0.26$2.78$3.04$764.96$771.040.40%
$763.00Sep 2$2.89$0.42$3.31$759.69$766.310.43%
$769.00Sep 2$0.13$3.64$3.77$765.23$772.770.49%
$762.00Sep 2$3.76$0.29$4.05$757.95$766.050.53%
$766.00Sep 3$1.99$2.42$4.41$761.59$770.410.58%
$767.00Sep 3$1.50$2.94$4.44$762.56$771.440.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.04% of stock, avg 1.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$761.00Sep 2$0.13$0.20$0.33$760.67$769.33
$770.00$761.00Sep 2$0.07$0.20$0.27$760.73$770.27
$769.00$762.00Sep 2$0.13$0.29$0.42$761.58$769.42
$770.00$762.00Sep 2$0.07$0.29$0.36$761.64$770.36
$768.00$761.00Sep 2$0.26$0.20$0.46$760.54$768.46
$768.00$762.00Sep 2$0.26$0.29$0.55$761.45$768.55
$770.00$763.00Sep 2$0.07$0.42$0.49$762.51$770.49
$769.00$763.00Sep 2$0.13$0.42$0.55$762.45$769.55
$768.00$763.00Sep 2$0.26$0.42$0.68$762.32$768.68
$767.00$761.00Sep 2$0.50$0.20$0.70$760.30$767.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 406 found (best R:R 1.00, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
733/734775/776Sep 25$0.50$0.5052%1.00$733.50$775.50
738/739774/775Sep 18$0.49$0.5153%0.96$738.51$774.49
738/739773/774Sep 18$0.51$0.4951%1.04$738.49$773.51
729/730775/776Oct 2$0.53$0.4749%1.13$729.47$775.53
734/735775/776Sep 25$0.50$0.5052%1.00$734.50$775.50
737/738775/776Sep 25$0.52$0.4850%1.08$737.48$775.52
749/750771/772Sep 11$0.53$0.4748%1.13$749.47$771.53
733/734774/775Sep 25$0.51$0.4950%1.04$733.49$774.51
730/731775/776Sep 30$0.51$0.4950%1.04$730.49$775.51
739/740774/775Sep 18$0.49$0.5152%0.96$739.51$774.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 248 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$650.00$680.00Oct 9$0.36$29.645%82.33
$755.00$760.00$765.00Sep 16$0.35$4.6520%13.29
$755.00$760.00$765.00Sep 14$0.46$4.5422%9.87
$755.00$760.00$765.00Sep 15$0.43$4.5721%10.63
$750.00$755.00$760.00Sep 15$0.31$4.6916%15.13
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.49$4.5122%9.20
$755.00$760.00$765.00Sep 15$0.46$4.5421%9.87
$750.00$755.00$760.00Sep 14$0.33$4.6717%14.15
$750.00$755.00$760.00Sep 15$0.32$4.6816%14.62
$755.00$760.00$765.00Sep 16$0.42$4.5820%10.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,080 found (best net $-20.47, 1,067 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.47$39.53
$685.00$718.001:2Sep 3-$14.58$18.42
$725.00$745.001:2Sep 15-$4.19$15.81
$770.00$775.001:2Sep 14-$0.07$4.93
$770.00$775.001:2Sep 15-$0.29$4.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.55$28.45
$895.00$845.001:2Sep 2-$29.53$20.47
$785.00$775.001:2Sep 15-$2.29$7.71
$765.00$764.001:2Sep 2-$0.31$0.69
$690.00$670.001:2Sep 9-$0.02$19.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 315 found (best yield 1.89%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.440.480.1%1.89%1.95%555.1K
$767.00Oct 16$13.840.470.2%1.81%2.01%2345.5K
$768.00Oct 16$13.250.470.3%1.73%2.06%723.2K
$769.00Oct 16$12.670.460.5%1.66%2.11%1721.9K
$770.00Oct 16$12.110.450.6%1.58%2.17%2459.8K
$771.00Oct 16$11.560.430.7%1.51%2.23%51.8K
$772.00Oct 16$11.020.420.8%1.44%2.29%321.7K
$773.00Oct 16$10.500.411.0%1.37%2.35%5121.4K
$774.00Oct 16$9.990.401.1%1.31%2.42%211.2K
$775.00Oct 16$9.500.391.2%1.24%2.48%25114.8K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 1,513,835
Total Puts 1,597,100
Put/Call Ratio 1.05
Net Difference -83,265

Prior's Put/Call Breakdown

Total Calls 1,164,717
Total Puts 1,623,737
Put/Call Ratio 1.39
Net Difference -459,020

Prior 7-Day Put/Call Summary

Total Calls 31,942,135
Total Puts 35,216,071
Average Put/Call Ratio 1.11
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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